You Hold a Portfolio of European Options on a Stock $0.52$

question 12

Multiple Choice

You hold a portfolio of European options on a stock that is (i) long 200 at-the-money calls, each with a delta of $0.52$ , (ii) short 200 at-the-money puts, and (iii) long 100 shares of stock. The aggregate delta of your portfolio is

• A) 100.
• B) 108.
• C) 300.
• D) Cannot be calculated from the given information.

Understand the concept and role of constructors in object-oriented programming.

Grasp the concept of autoboxing in Java.

Understand the concept of object equality and the appropriate methods to use for comparison.

Comprehend basic principles of Graphical User Interface (GUI) programming in Java.

---

Definitions:

Aqueous Salt Solutions

Solutions made by dissolving salt in water, where the water is the solvent and salt is the solute.

Reaction Rate

The reaction rate refers to the speed at which reactants are converted into products in a chemical reaction, influenced by factors such as concentration, temperature, and catalysts.

Concentration Effect

The influence on the rate of a chemical reaction of the concentration of reactants; generally, an increase in concentration leads to an increase in reaction rate.

Collision Theory

A theory that proposes chemical reactions occur when reactant molecules collide with sufficient energy and an appropriate orientation.